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A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Andersen, Leif, (2000)
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A., (2000)
Understanding the default-implied volatility for credit spreads
Zheng, C. K., (2000)
A Practical Guide to Swap Curve Construction
Ron, Uri, (2000)
The Federal Government’s Use of Interest Rate Swaps and Currency Swaps
Kiff, John, (2001)
A practical guide to swap curve construction